Preheat your George Foreman Indoor/Outdoor Grill for 5 minutes on highest setting with the lid closed. Meanwhile, toss zucchini with oil and salt.
Place on grill and cook, covered, for 1 to 2 minutes per side or well marked. Cool completely.
Place 1/2 tbsp tzatziki at one end of each zucchini slice. Roll into a small log. Secure with toothpick and serve.
Tip: The grilled zucchini can be made a day in advance of serving and refrigerated until ready to use.